Chapter 3: Sample Queries  SQL scripts

Chapter 3: Sample Queries

Overview

Historical market data includes market data that does not change frequently. Updates to tables containing historical market data typically occur at the end of the trading day. Queries against these tables support the comparison of price histories over time.

Real-time price TAQ data includes price quotations and trade prices that are updated frequently during a trading day. Queries against tables containing tick information extract data about intra-day price fluctuations.





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